HGDXX Historical Sortino (5Y) Analysis

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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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View Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

View Historical Sortino (5Y) Range, Past 5 Years

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First American Government Obligations Fd D	Upgrade
First American Treasury Obligations Fund D	Upgrade
Vanguard Federal Money Market Fund Investor	Upgrade
JPMorgan US Government Money Market Fund Morgan	Upgrade
Janus Henderson G MM American Cancer Soc Spt Fd D	Upgrade

Alpha (5Y)	Upgrade
Beta (5Y)	Upgrade
Alpha (vs YCharts Benchmark) (5Y)	Upgrade
Beta (vs YCharts Benchmark) (5Y)	Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	Upgrade
Historical Sharpe Ratio (5Y)	Upgrade
Max Drawdown (5Y)	Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback)	Upgrade

HSBC US Government Money Market Fund A (HGDXX)